Last Update: 31 Dec 2020

Category: Fixed Income
ETF: iShares 3-7 Year Treasury Bond (IEI)

In the last 10 years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 2.92% compound annual return, with a 2.92% standard deviation.

In 2020, the portfolio granted a 1.19% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI): Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

The iShares 3-7 Year Treasury Bond (IEI) ETF is present in the following Lazy Portfolios:

Portfolio Name Author ETF Weight
Edge Select Moderately Conservative Merrill Lynch 17.0%
Edge Select Conservative Merrill Lynch 17.0%
Edge Select Moderate Merrill Lynch 14.0%
Edge Select Moderately Aggressive Merrill Lynch 9.0%
Edge Select Aggressive Merrill Lynch 5.0%
All Weather Portfolio Ray Dalio 15.0%
Ultimate Buy&Hold FundAdvice 20.0%
Lazy Portfolio David Swensen 15.0%
Robust Alpha Architect 20.0%
Larry Portfolio Larry Swedroe 70.0%
Pinwheel 15.0%
Sandwich Portfolio Bob Clyatt 41.0%
7Twelve Portfolio Craig Israelsen 25.0%
Simple Money Portfolio Tim Maurer 40.0%
Desert Portfolio Gyroscopic Investing 60.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Swipe left to see all data
Period Returns
Dec 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.11%
0.00%
1 - 0
3M
-0.18%
-0.44%
Oct 2020 - Oct 2020
2 - 1
6M
+0.01%
-0.63%
Aug 2020 - Oct 2020
4 - 2
YTD
+6.95%
3.15%
-0.63%
Aug 2020 - Oct 2020
10 - 2
1Y
+6.95%
3.15%
-0.63%
Aug 2020 - Oct 2020
10 - 2
3Y
+4.64%
annualized
3.07%
-1.76%
Jan 2018 - Apr 2018
23 - 13
5Y
+3.26%
annualized
3.02%
-3.69%
Aug 2016 - Apr 2018
37 - 23
10Y
+2.92%
annualized
2.92%
-3.69%
Aug 2016 - Apr 2018
69 - 51
MAX
01 Jan 1972
+6.86%
annualized
5.62%
-10.70%
Jul 1979 - Feb 1980
389 - 199

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

iShares 3-7 Year Treasury Bond (IEI) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.17% +34.57%
Oct 1981 - Sep 1982
-5.92%
Mar 1979 - Feb 1980
11.61%
2 Years
+7.12% +25.05%
Jul 1984 - Jun 1986
-1.64%
Mar 1978 - Feb 1980
3.01%
3 Years
+7.13% +19.06%
Jul 1982 - Jun 1985
-0.02%
Oct 2015 - Sep 2018
0.18%
5 Years
+7.23% +20.18%
Sep 1981 - Aug 1986
+0.53%
May 2013 - Apr 2018
0.00%
7 Years
+7.35% +15.92%
Mar 1980 - Feb 1987
+0.97%
Oct 2011 - Sep 2018
0.00%
10 Years
+7.64% +13.85%
Oct 1981 - Sep 1991
+2.11%
Dec 2008 - Nov 2018
0.00%
15 Years
+7.77% +11.81%
Dec 1980 - Nov 1995
+3.19%
Jun 2003 - May 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares 3-7 Year Treasury Bond (IEI) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.6 0.1 0.2 0.4 0.7 0.7 0.5 0.8 0.9 0.7 0.8 0.5
Best 3.0
1988
3.2
1986
3.6
1986
10.5
1980
5.7
1985
3.2
1989
4.5
1982
5.1
1982
4.6
1982
6.5
1981
8.4
1981
3.7
1991
Worst -2.4
1977
-7.5
1980
-2.6
1994
-3.3
2004
-3.2
1984
-1.9
1982
-3.9
2003
-5.0
1980
-2.0
1987
-5.7
1979
-2.3
2001
-3.1
1981
Gain
Frequency
71 61 59 61 65 65 65 69 78 67 67 63

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
+6.95% 1.8 1.9 2.5 0.1 0.3 0.1 0.4 -0.3 0.1 -0.4 0.1 0.1
2019
+5.70% 0.5 -0.2 1.6 -0.1 1.8 0.9 -0.2 2.1 -0.6 0.3 -0.4 -0.2
2018
+1.36% -1.2 -0.4 0.6 -0.8 0.7 0.0 -0.3 0.7 -0.7 0.1 0.8 1.8
2017
+1.22% 0.3 0.3 0.1 0.7 0.4 -0.3 0.4 0.8 -0.8 -0.2 -0.4 0.0
2016
+1.22% 2.1 0.6 0.2 -0.1 -0.2 1.8 0.1 -0.7 0.3 -0.6 -2.2 0.0
2015
+1.64% 2.3 -1.3 0.8 -0.1 -0.1 -0.5 0.7 0.0 1.1 -0.5 -0.4 -0.3
2014
+3.17% 1.3 0.2 -0.7 0.5 0.9 -0.2 -0.5 0.9 -0.5 1.0 0.7 -0.4
2013
-1.84% -0.4 0.6 0.1 0.6 -1.3 -1.3 0.3 -0.8 1.2 0.5 0.0 -1.3
2012
+1.85% 0.6 -0.6 -0.6 1.2 0.8 -0.2 0.7 0.1 0.0 -0.3 0.5 -0.4
2011
+8.30% 0.6 -0.4 -0.3 1.6 1.6 -0.2 2.0 1.8 0.3 0.0 0.2 0.7
2010
+6.32% 1.7 0.4 -0.8 0.9 1.5 1.9 1.1 1.5 0.5 0.6 -1.0 -2.0
2009
-1.70% -1.3 -0.6 1.8 -1.4 -1.0 -0.7 0.5 0.9 0.7 0.1 1.8 -2.5
2008
+12.79% 2.9 1.6 0.8 -2.3 -1.2 0.7 0.7 1.0 1.0 1.5 3.9 1.8
2007
+9.98% -0.3 1.9 0.0 0.6 -1.2 -0.2 1.8 2.0 0.5 0.8 3.5 0.3
2006
+3.14% -0.3 0.1 -1.0 -0.4 0.0 0.1 1.4 1.6 0.9 0.6 1.1 -1.0
2005
+2.31% 0.6 -1.0 -0.5 1.8 1.2 0.6 -1.4 1.7 -1.1 -0.8 0.5 1.0
2004
+3.40% 0.8 1.2 1.1 -3.3 -0.5 0.5 0.9 2.1 0.2 0.9 -1.5 1.0
2003
+2.37% -0.5 1.8 -0.2 0.2 2.7 -0.4 -3.9 0.2 3.1 -1.4 0.0 0.9
2002
+14.15% 0.5 1.3 -2.3 2.6 1.0 1.7 2.7 2.4 3.0 -0.7 -1.3 2.6
2001
+7.55% 1.3 1.3 0.5 -1.2 0.2 0.3 2.7 1.1 2.4 2.2 -2.3 -1.2
2000
+14.03% -0.5 1.0 2.0 -0.3 0.2 2.2 0.6 1.6 0.9 0.9 2.1 2.4
1999
-3.52% 0.7 -3.1 0.6 0.3 -1.3 -0.3 -0.5 -0.1 1.1 0.1 -0.1 -0.9
1998
+10.61% 1.7 -0.4 0.1 0.5 1.0 1.0 0.2 3.2 3.6 -0.8 -0.4 0.4
1997
+8.96% 0.1 0.1 -1.3 1.6 0.8 1.0 2.9 -1.0 1.5 1.7 0.3 1.1
1996
+1.92% 0.7 -2.4 -1.1 -1.0 -0.4 1.5 0.1 -0.4 1.9 2.5 2.0 -1.5
1995
+20.44% 1.9 2.6 0.6 1.6 4.7 0.8 -0.6 1.3 0.9 1.8 1.8 1.4
1994
-4.33% 1.5 -2.5 -2.6 -0.9 0.2 -0.3 1.7 0.3 -1.8 -0.3 -0.4 0.8
1993
+11.43% 2.7 2.5 0.4 0.9 -0.2 2.2 0.0 2.2 0.6 0.1 -1.2 0.6
1992
+7.78% -2.2 0.5 -0.9 0.6 2.2 1.8 3.1 1.2 1.7 -1.7 -0.5 1.8
1991
+15.97% 0.9 0.5 0.4 1.1 0.4 -0.2 1.2 2.4 2.4 1.3 1.0 3.7
1990
+9.46% -1.3 0.3 -0.1 -0.8 2.7 1.6 1.6 -0.8 0.8 1.6 2.0 1.6
1989
+14.52% 1.0 -0.6 0.4 2.7 2.4 3.2 2.6 -2.2 0.3 2.7 1.1 0.2
1988
+5.26% 3.0 1.1 -1.0 -0.5 -0.9 2.0 -0.7 -0.1 2.1 1.7 -1.4 -0.2
1987
+1.55% 1.0 0.6 -0.7 -2.7 -0.7 1.2 -0.1 -0.6 -2.0 4.1 0.5 1.1
1986
+15.10% 0.6 3.2 3.6 0.7 -2.1 3.1 1.5 3.2 -1.9 1.5 1.0 -0.1
1985
+22.24% 2.1 -2.0 1.9 2.4 5.7 0.9 -0.5 1.8 0.9 1.8 2.4 3.1
1984
+15.01% 1.8 -0.5 -1.0 0.0 -3.2 1.3 4.3 1.4 2.1 4.4 2.2 1.6
1983
+5.22% 0.0 2.7 -0.9 2.4 -1.7 0.1 -2.2 0.2 3.2 0.2 1.1 0.2
1982
+31.13% 0.2 1.6 0.2 2.9 1.7 -1.9 4.5 5.1 4.6 5.2 1.7 1.9
1981
+9.41% 0.3 -2.3 2.5 -2.6 2.8 0.3 -2.2 -1.6 0.8 6.5 8.4 -3.1
1980
+2.88% -1.9 -7.5 1.7 10.5 4.6 2.4 -1.6 -5.0 0.2 -2.1 -0.4 3.1
1979
+5.35% 2.2 -0.6 1.2 0.1 2.0 2.0 -0.3 -0.7 0.3 -5.7 3.8 1.1
1978
+1.15% -0.1 0.1 0.2 0.2 -0.1 -0.2 0.9 0.9 0.4 -1.9 1.6 -0.8
1977
+1.04% -2.4 -0.1 0.8 0.8 0.7 1.3 -0.8 1.0 -0.1 -0.8 1.0 -0.1
1976
+13.75% 0.9 0.5 0.9 0.8 -1.2 1.5 1.1 1.9 1.1 1.7 3.7 0.2
1975
+7.36% 0.7 1.5 -0.9 -1.9 2.8 -0.2 -0.4 0.3 -0.4 3.8 -0.3 2.3
1974
+5.70% 0.2 0.3 -2.2 -1.6 1.3 -0.4 0.2 0.0 3.1 1.1 2.2 1.5
1973
+4.47% -0.3 -0.6 0.2 0.9 0.4 0.1 -3.4 3.1 3.0 0.2 0.7 0.3
1972
+2.72% -0.6 0.8 -1.3 1.4 0.9 -0.4 0.6 -0.5 0.6 0.4 0.9 -0.1

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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